CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 0.9136 0.9103 -0.0034 -0.4% 0.9082
High 0.9143 0.9142 -0.0001 0.0% 0.9137
Low 0.9095 0.9081 -0.0014 -0.1% 0.9034
Close 0.9109 0.9117 0.0008 0.1% 0.9133
Range 0.0048 0.0061 0.0013 27.1% 0.0103
ATR 0.0045 0.0046 0.0001 2.5% 0.0000
Volume 205 66 -139 -67.8% 425
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9296 0.9267 0.9150
R3 0.9235 0.9206 0.9133
R2 0.9174 0.9174 0.9128
R1 0.9145 0.9145 0.9122 0.9160
PP 0.9113 0.9113 0.9113 0.9120
S1 0.9084 0.9084 0.9111 0.9099
S2 0.9052 0.9052 0.9105
S3 0.8991 0.9023 0.9100
S4 0.8930 0.8962 0.9083
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9409 0.9373 0.9189
R3 0.9306 0.9271 0.9161
R2 0.9204 0.9204 0.9151
R1 0.9168 0.9168 0.9142 0.9186
PP 0.9101 0.9101 0.9101 0.9110
S1 0.9066 0.9066 0.9123 0.9083
S2 0.8999 0.8999 0.9114
S3 0.8896 0.8963 0.9104
S4 0.8794 0.8861 0.9076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9173 0.9062 0.0111 1.2% 0.0056 0.6% 49% False False 213
10 0.9173 0.9034 0.0139 1.5% 0.0044 0.5% 59% False False 140
20 0.9206 0.9034 0.0172 1.9% 0.0045 0.5% 48% False False 108
40 0.9206 0.8969 0.0238 2.6% 0.0045 0.5% 62% False False 82
60 0.9206 0.8969 0.0238 2.6% 0.0042 0.5% 62% False False 59
80 0.9246 0.8969 0.0277 3.0% 0.0041 0.5% 53% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9401
2.618 0.9302
1.618 0.9241
1.000 0.9203
0.618 0.9180
HIGH 0.9142
0.618 0.9119
0.500 0.9112
0.382 0.9104
LOW 0.9081
0.618 0.9043
1.000 0.9020
1.618 0.8982
2.618 0.8921
4.250 0.8822
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 0.9115 0.9127
PP 0.9113 0.9123
S1 0.9112 0.9120

These figures are updated between 7pm and 10pm EST after a trading day.

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